Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (Q5386190): Difference between revisions

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Latest revision as of 19:21, 19 March 2024

scientific article; zbMATH DE number 5265782
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English
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
scientific article; zbMATH DE number 5265782

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    Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (English)
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    22 April 2008
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    one-sided Lipschitz condition
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    linear growth condition
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    Lyapunov exponent
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    stochastic theta method
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    stochastic differential equations
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    Euler-Maruyama method
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    stability
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    backward Euler method
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